+2,896.3%
KLAC vs IBN
+324.2%
+2,572.1%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +1.9% | +0.1% | +1.2% |
| 7D | -2.7% | -3.0% | +0.3% | -1.4% |
| 30D | -13.2% | -1.5% | -11.7% | -12.7% |
| 3M | -25.0% | +7.9% | -32.9% | -27.7% |
| 6M | +23.6% | +8.6% | +15.0% | +18.9% |
| YTD | +49.2% | -0.6% | +49.8% | +49.1% |
| 1Y | +89.3% | -7.3% | +96.7% | +94.0% |
| 3Y | +274.4% | +26.2% | +248.1% | +231.5% |
| 5Y | +440.9% | +57.8% | +383.1% | +336.6% |
| All | +2,896.3% | +324.2% | +2,572.1% | +1,683.7% |
Cumulative growth
Daily Returns
Daily percentage return beside IBN.
Daily Out/Under-Performance
Portfolio return minus IBN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IBN return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded IBN wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling